If you've been jailbreaking for a while, you're probably an expert in saving your SHSH blobs. The task is fairly simple and enables you to downgrade to a working firmware, if you ever upgrade and things go wrong.
While many consider the cost of an iPhone expensive, the freedom to make it yours is priceless. If you recently updated to iOS 4.3.3, you're certainly going to want to make sure and backup your SHSH blobs...